Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 0.214076 0.229882 0.246773 0.266249 0.288191 0.312271 0.340867
2026-02-01 0.187823 0.207574 0.229658 0.256416 0.288282 0.325441 0.372693
2026-02-08 0.172268 0.194513 0.220255 0.252676 0.293054 0.342593 0.409468
2026-02-15 0.165053 0.189963 0.219694 0.258501 0.308936 0.373979 0.467325
2026-02-22 0.156021 0.182203 0.214206 0.257170 0.314960 0.392643 0.510169
2026-03-01 0.147913 0.174835 0.208405 0.254567 0.318538 0.407767 0.549485
2026-03-08 0.140001 0.167111 0.201471 0.249664 0.318152 0.416771 0.580302
2026-03-15 0.133526 0.160800 0.195881 0.245993 0.318901 0.427119 0.614313
2026-03-22 0.130536 0.158809 0.195804 0.249795 0.330582 0.455014 0.681991
2026-03-29 0.129537 0.159338 0.199066 0.258432 0.350110 0.497468 0.783903
2026-04-05 0.125015 0.154848 0.195090 0.256147 0.352400 0.511584 0.834908
2026-04-12 0.122285 0.152654 0.194171 0.258266 0.361751 0.538755 0.918045
2026-04-19 0.116537 0.146175 0.187027 0.250778 0.355259 0.537850 0.943101
2026-04-26 0.111003 0.139786 0.179734 0.242639 0.347052 0.532912 0.958299
2026-05-03 0.107324 0.135867 0.175842 0.239559 0.347146 0.543552 1.012882
2026-05-10 0.106316 0.135675 0.177370 0.245083 0.362532 0.585770 1.158750
2026-05-17 0.103578 0.132878 0.174873 0.243926 0.365891 0.604251 1.248177
2026-05-24 0.100702 0.129769 0.171761 0.241554 0.366793 0.617664 1.327875
2026-05-31 0.097457 0.126012 0.167508 0.237042 0.363334 0.621194 1.378885
2026-06-07 0.094674 0.122845 0.164037 0.233656 0.361731 0.628645 1.445700
2026-06-14 0.093713 0.122332 0.164625 0.237171 0.373651 0.668631 1.642353
2026-06-21 0.093819 0.123398 0.167701 0.245141 0.395119 0.735373 1.984440
2026-06-28 0.091653 0.120966 0.165141 0.243034 0.395955 0.751037 2.126194